-48.1%
DXCM vs HST
+82.3%
-130.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +4.9% | +3.6% | +1.4% | +3.5% |
| 30D | -0.2% | +11.2% | -11.4% | -4.1% |
| 3M | -8.9% | +13.1% | -22.0% | -13.1% |
| 6M | +42.3% | +23.9% | +18.4% | +30.2% |
| YTD | +25.6% | +52.3% | -26.7% | +5.8% |
| 1Y | +39.5% | +56.7% | -17.1% | +16.1% |
| 3Y | -15.3% | +87.5% | -102.8% | -36.0% |
| All | -48.1% | +82.3% | -130.4% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling